Need skilled programmer for regular work

Other Experts Design

Specification

Please go through it and let me know if you can help us to code this in AFL language


We already have a trading logic which has buy-sell , short-cover signals

unfortunately our knowledge in amibroker is limited to creating straterges & backtesting , we dont know much about backtesting options , option coding or strategies(like straddle , strangle , butterfly)etc

 

we need someone who knows how to deal with options strategies backtest...

basically we are into backtesting option trading of equity stocks

 

Our Requirements

 

creating a watchlist which has equity option scripts(150-200) - we also have this

  

if any of these scripts in watchlist gives a buy or short signal we will be doing a long strangle

 

1)strangle incense a bit modified one

ex: if acc has given a signal we need to spot the deepest OTM or the one which has lowest premium with enough liquidity

 

             Brief explanation

 

code to find enough liquidity

liquidity = ref(v,-1)>1 and ref(v,-2)>1 ....... till...... ref(v,-10)>1; if there is any other way to find liquidity which you know , tell us that will be appreciated.

Both the PE & CE have to met this condition


Project information

Budget
30 - 75 USD
For the developer
27 - 67.5 USD
Deadline
from 1 to 2 day(s)